+14.7%
D vs AEIS
+3.6%
+11.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.9% |
| 7D | -3.1% | +23.2% | -26.3% | -2.0% |
| 30D | +8.4% | -17.0% | +25.4% | +8.2% |
| 3M | +0.2% | -32.2% | +32.4% | -0.1% |
| 6M | +9.5% | -32.6% | +42.0% | +9.3% |
| YTD | +18.8% | +9.4% | +9.4% | +19.3% |
| 1Y | +14.7% | +7.7% | +7.0% | +14.5% |
| All | +14.7% | +3.6% | +11.1% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling